+7,128.3%
URI vs M
+115.5%
+7,012.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.9% | -1.2% | -4.8% |
| 7D | -12.9% | -2.1% | -10.8% | -12.4% |
| 30D | -3.4% | +7.7% | -11.1% | -6.5% |
| 3M | -10.0% | -4.4% | -5.7% | -9.1% |
| 6M | +12.2% | +27.5% | -15.3% | -0.2% |
| YTD | +29.8% | +12.8% | +17.0% | +20.5% |
| 1Y | +24.6% | +20.7% | +3.9% | +12.2% |
| 3Y | +137.6% | +111.3% | +26.3% | +54.6% |
| 5Y | +176.6% | -6.3% | +182.9% | +129.8% |
| 10Y | +1,402.6% | +1.5% | +1,401.1% | +786.7% |
| All | +7,128.3% | +115.5% | +7,012.8% | +2,054.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling